+161.6%
OXY vs CCEP
+105.2%
+56.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.6% | +1.3% |
| 7D | +0.6% | -3.7% | +4.3% | +0.9% |
| 30D | +4.5% | -2.1% | +6.6% | +4.7% |
| 3M | +8.9% | +7.2% | +1.7% | +7.9% |
| 6M | +12.5% | +3.3% | +9.2% | +12.0% |
| YTD | +50.5% | +15.7% | +34.8% | +46.9% |
| 1Y | +38.6% | +16.6% | +22.1% | +35.1% |
| 3Y | -1.2% | +84.3% | -85.5% | -10.9% |
| 5Y | +161.6% | +109.0% | +52.6% | +149.5% |
| All | +161.6% | +105.2% | +56.4% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling